Marriott International Inc (MAR)
237.91
-2.42
(-1.01%)
USD |
NASDAQ |
May 21, 12:57
Marriott International Max Drawdown (5Y): 61.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.26% |
March 31, 2024 | 61.26% |
February 29, 2024 | 61.26% |
January 31, 2024 | 61.26% |
December 31, 2023 | 61.26% |
November 30, 2023 | 61.26% |
October 31, 2023 | 61.26% |
September 30, 2023 | 61.26% |
August 31, 2023 | 61.26% |
July 31, 2023 | 61.26% |
June 30, 2023 | 61.26% |
May 31, 2023 | 61.26% |
April 30, 2023 | 61.26% |
March 31, 2023 | 61.26% |
February 28, 2023 | 61.26% |
January 31, 2023 | 61.26% |
December 31, 2022 | 61.26% |
November 30, 2022 | 61.26% |
October 31, 2022 | 61.26% |
September 30, 2022 | 61.26% |
August 31, 2022 | 61.26% |
July 31, 2022 | 61.26% |
June 30, 2022 | 61.26% |
May 31, 2022 | 61.26% |
April 30, 2022 | 61.26% |
Date | Value |
---|---|
March 31, 2022 | 61.26% |
February 28, 2022 | 61.26% |
January 31, 2022 | 61.26% |
December 31, 2021 | 61.26% |
November 30, 2021 | 61.26% |
October 31, 2021 | 61.26% |
September 30, 2021 | 61.26% |
August 31, 2021 | 61.26% |
July 31, 2021 | 61.26% |
June 30, 2021 | 61.26% |
May 31, 2021 | 61.26% |
April 30, 2021 | 61.26% |
March 31, 2021 | 61.26% |
February 28, 2021 | 61.26% |
January 31, 2021 | 61.26% |
December 31, 2020 | 61.26% |
November 30, 2020 | 61.26% |
October 31, 2020 | 61.26% |
September 30, 2020 | 61.26% |
August 31, 2020 | 61.26% |
July 31, 2020 | 61.26% |
June 30, 2020 | 61.26% |
May 31, 2020 | 61.26% |
April 30, 2020 | 61.26% |
March 31, 2020 | 58.16% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
30.92%
Minimum
May 2019
61.26%
Maximum
Apr 2020
56.16%
Average
61.26%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Hilton Worldwide Holdings Inc | 50.82% |
Hyatt Hotels Corp | 60.53% |
MGM Resorts International | 80.40% |
Choice Hotels International Inc | 50.50% |
Wyndham Hotels & Resorts Inc | 66.19% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.668 |
Beta (5Y) | 1.613 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.78% |
Historical Sharpe Ratio (5Y) | 0.2802 |
Historical Sortino (5Y) | 0.3521 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.87% |